+641.7%
BE vs ALM
+403.9%
+237.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.2% | +2.9% | -3.1% |
| 7D | -13.4% | -6.3% | -7.0% | -12.1% |
| 30D | -33.9% | -31.4% | -2.5% | -29.3% |
| 3M | -12.0% | -40.6% | +28.6% | -3.8% |
| 6M | -29.0% | -58.6% | +29.7% | -18.2% |
| YTD | +113.4% | -7.6% | +121.0% | +121.1% |
| 1Y | +33.2% | +13.8% | +19.3% | +34.5% |
| 3Y | +1,659.2% | +842.1% | +817.1% | +1,217.1% |
| 5Y | +461.4% | +407.4% | +54.0% | +335.2% |
| All | +641.7% | +403.9% | +237.8% | +351.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling